In order to perform a target data communication between a pair of terminal devices, a connection management server may be used. For example, there is a data communication system using an SIP (Session Initiation Protocol). The system using the SIP uses a connection management server called an SIP server. Each of the terminal devices registers an ID (e.g., SIPURI) and an own IP address in the connection management server. For example, a second terminal device that is to communicate target data with a first terminal device usually does not have an IP address of the first terminal device. Accordingly, the second terminal device communicates an INVITE command, a 200 OK command, an ACK command, etc., with the first terminal device by way of the connection management server. In the middle of this communication operation, the second terminal device obtains an IP address of the first terminal device. As a consequence, the second terminal device can communicate target data (e.g., audio data) with the first terminal device by use of the IP address of the first terminal device. In one technique, the second terminal device obtains an IP address of the first terminal device when performing a data communication with the first terminal device for a first time, and retains the IP address even after completion of the first data communication. When performing a data communication with the first terminal device after completion of the first data communication, the second terminal device transmits a command to the IP address of the first terminal device without involvement of the connection management server while taking the IP address held therein as a destination. Since the command can be transmitted without involvement of the connection management server, processing load on the connection management server can be lessened.